Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.27% | 1.83 CHF | 1.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 187,843 CHF | 190,238 CHF | 89.97% | 89.97% |
12/07/2024 | 1.30% | 1.85 CHF | 1.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 185,469 CHF | 187,897 CHF | 87.00% | 87.00% |
11/07/2024 | 1.31% | 1.85 CHF | 1.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 188,407 CHF | 190,889 CHF | 91.65% | 91.65% |
10/07/2024 | 0.79% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,335 CHF | 180,759 CHF | 99.39% | 99.39% |
09/07/2024 | 1.26% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 105,207 CHF | 106,469 CHF | 97.90% | 97.90% |
08/07/2024 | 0.82% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,674 CHF | 175,107 CHF | 99.70% | 99.70% |
05/07/2024 | 0.84% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,021 CHF | 172,457 CHF | 99.01% | 99.01% |
04/07/2024 | 0.83% | 1.77 CHF | 1.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,020 CHF | 178,489 CHF | 99.58% | 99.58% |
03/07/2024 | 0.85% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 99,948 | 172,138 CHF | 173,510 CHF | 99.48% | 99.49% |
02/07/2024 | 0.80% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 178,737 CHF | 180,182 CHF | 98.19% | 98.19% |